If your right-click a blank area of your desktop and press Arrange Icons and by Name, the resultant list is not totally alphabetical?

The icons on your desktop are displayed from your profile's desktop folder and from the All Users desktop folder.

To resolve the issue, MOVE all of the icon from the All Users desktop folder to your profile's desktop folder. To do this, open a CMD prompt and type:

move "%ALLUSERSPROFILE%\Desktop\*.lnk" "%USERPROFILE%\Desktop\*.*"